 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue September 26, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
000926 |
496.50 |
499.00 |
492.50 |
493.75 |
+0.25 |
28,805 |
89,204 |
-758 |
Jan01 |
000926 |
506.75 |
509.00 |
502.75 |
503.75 |
unch |
1,910 |
18,360 |
+253 |
Mar01 |
000926 |
516.50 |
518.00 |
512.00 |
513.00 |
-0.50 |
787 |
15,144 |
+151 |
May01 |
000926 |
524.00 |
525.25 |
519.00 |
520.00 |
-1.00 |
223 |
12,087 |
+30 |
Jul01 |
000926 |
532.00 |
533.00 |
527.00 |
527.75 |
-0.75 |
762 |
14,217 |
+76 |
Aug01 |
000926 |
532.00 |
532.00 |
527.00 |
527.00 |
-1.00 |
7 |
303 |
+3 |
Sep01 |
000926 |
531.00 |
531.00 |
527.00 |
527.00 |
-2.50 |
35 |
119 |
+0 |
Total Volume and Open Interest |
32,844 |
152,673 |
-248 |
Soybean Meal(CBOT) |
Oct00 |
000926 |
174.50 |
175.00 |
172.50 |
172.80 |
-0.60 |
6,224 |
16,154 |
-1,830 |
Dec00 |
000926 |
172.00 |
173.20 |
170.20 |
170.40 |
-0.40 |
8,675 |
59,114 |
+331 |
Jan01 |
000926 |
171.90 |
172.90 |
170.40 |
170.50 |
-0.20 |
1,041 |
12,102 |
-145 |
Mar01 |
000926 |
172.00 |
173.00 |
170.50 |
170.60 |
-0.40 |
797 |
8,603 |
+102 |
May01 |
000926 |
171.80 |
173.00 |
170.50 |
170.70 |
-0.30 |
436 |
5,361 |
+184 |
Jul01 |
000926 |
173.00 |
173.60 |
171.70 |
171.70 |
-0.30 |
331 |
4,097 |
+22 |
Aug01 |
000926 |
172.50 |
173.00 |
171.10 |
171.10 |
unch |
77 |
854 |
+27 |
Sep01 |
000926 |
172.50 |
172.90 |
171.00 |
171.00 |
+0.40 |
21 |
340 |
-6 |
Total Volume and Open Interest |
17,602 |
106,957 |
-1,315 |
Soybean Oil(CBOT) |
Oct00 |
000926 |
15.23 |
15.35 |
15.17 |
15.24 |
+0.06 |
7,718 |
12,985 |
-2,023 |
Dec00 |
000926 |
15.63 |
15.75 |
15.56 |
15.65 |
+0.07 |
7,112 |
66,332 |
+545 |
Jan01 |
000926 |
15.92 |
16.05 |
15.87 |
15.96 |
+0.10 |
1,847 |
18,182 |
+985 |
Mar01 |
000926 |
16.34 |
16.45 |
16.28 |
16.34 |
+0.08 |
523 |
13,448 |
+152 |
May01 |
000926 |
16.74 |
16.85 |
16.68 |
16.75 |
+0.08 |
245 |
9,499 |
+29 |
Jul01 |
000926 |
17.08 |
17.23 |
17.07 |
17.15 |
+0.09 |
239 |
7,624 |
+65 |
Aug01 |
000926 |
17.30 |
17.30 |
17.26 |
17.29 |
+0.05 |
26 |
1,351 |
+26 |
Sep01 |
000926 |
17.50 |
17.50 |
17.42 |
17.42 |
+0.01 |
9 |
1,262 |
+7 |
Total Volume and Open Interest |
17,719 |
134,804 |
-214 |
Canola(WCE) |
Nov00 |
000926 |
257.5 |
259.1 |
257.2 |
258.3 |
+1.6 |
3,510 |
34,412 |
-1,764 |
Jan01 |
000926 |
263.7 |
265.5 |
263.7 |
264.4 |
+1.4 |
1,230 |
16,589 |
+421 |
Mar01 |
000926 |
270.3 |
270.3 |
270.3 |
270.3 |
+1.6 |
114 |
5,538 |
+15 |
May01 |
000926 |
275.3 |
275.3 |
275.3 |
275.3 |
+1.1 |
0 |
1,643 |
+0 |
Jul01 |
000926 |
280.0 |
282.2 |
280.0 |
281.0 |
+1.0 |
50 |
1,033 |
+50 |
Total Volume and Open Interest |
4,904 |
59,512 |
-1,278 |
Corn(CBOT) |
Nov00 |
000926 |
190.25 |
191.75 |
190.00 |
190.50 |
+1.50 |
98 |
3,101 |
-134 |
Dec00 |
000926 |
194.25 |
196.25 |
193.75 |
194.50 |
+1.25 |
35,626 |
203,694 |
-3,724 |
Jan01 |
000926 |
198.50 |
199.75 |
198.25 |
198.25 |
+1.25 |
40 |
640 |
+23 |
Mar01 |
000926 |
205.50 |
207.75 |
205.50 |
206.00 |
+1.25 |
6,050 |
78,147 |
+933 |
May01 |
000926 |
213.50 |
215.25 |
213.25 |
213.50 |
+1.00 |
1,038 |
22,495 |
+350 |
Jul01 |
000926 |
220.25 |
222.00 |
220.00 |
220.75 |
+1.25 |
1,546 |
30,447 |
+276 |
Total Volume and Open Interest |
45,017 |
357,253 |
-2,167 |
Wheat(CBOT) |
Dec00 |
000926 |
254.75 |
257.00 |
254.00 |
254.50 |
+1.00 |
11,099 |
104,478 |
+111 |
Mar01 |
000926 |
272.00 |
274.00 |
271.25 |
271.75 |
+1.25 |
2,045 |
26,520 |
+416 |
May01 |
000926 |
282.50 |
284.00 |
281.25 |
282.00 |
+1.50 |
171 |
1,515 |
+70 |
Jul01 |
000926 |
292.00 |
293.50 |
291.00 |
291.50 |
+0.50 |
59 |
11,828 |
+20 |
Sep01 |
000926 |
300.00 |
301.00 |
299.50 |
299.50 |
+0.75 |
0 |
117 |
+0 |
Total Volume and Open Interest |
13,375 |
145,219 |
+616 |
Wheat(KCBT) |
Dec00 |
000926 |
301.00 |
303.50 |
299.75 |
302.00 |
+2.50 |
3,945 |
60,567 |
+65 |
Mar01 |
000926 |
314.50 |
317.25 |
313.50 |
316.25 |
+3.25 |
1,221 |
18,142 |
+491 |
May01 |
000926 |
321.50 |
324.75 |
321.50 |
324.00 |
+3.25 |
79 |
2,039 |
-22 |
Jul01 |
000926 |
330.00 |
332.25 |
328.50 |
330.75 |
+2.75 |
569 |
3,586 |
+190 |
Sep01 |
000926 |
337.00 |
337.00 |
336.00 |
336.00 |
+2.50 |
0 |
43 |
+0 |
Total Volume and Open Interest |
5,814 |
84,380 |
+724 |
Wheat(MGE) |
Dec00 |
000926 |
311.00 |
311.50 |
309.00 |
310.00 |
+1.00 |
1,226 |
19,447 |
+313 |
Mar01 |
000926 |
324.50 |
326.00 |
323.00 |
324.50 |
+2.00 |
274 |
5,692 |
+128 |
May01 |
000926 |
333.25 |
334.50 |
333.25 |
333.50 |
+1.50 |
10 |
992 |
-10 |
Jul01 |
000926 |
341.00 |
342.00 |
341.00 |
341.00 |
+1.50 |
11 |
353 |
+1 |
Sep01 |
000926 |
348.50 |
348.50 |
348.50 |
348.50 |
+0.50 |
0 |
181 |
+0 |
Total Volume and Open Interest |
1,521 |
26,702 |
+432 |
Oats(CBOT) |
Dec00 |
000926 |
106.75 |
107.75 |
106.75 |
107.00 |
+0.50 |
854 |
10,958 |
-6 |
Mar01 |
000926 |
116.75 |
117.00 |
116.50 |
116.50 |
+0.25 |
259 |
1,852 |
-43 |
May01 |
000926 |
121.50 |
122.00 |
121.50 |
122.00 |
+0.25 |
0 |
198 |
+8 |
Jul01 |
000926 |
125.75 |
125.75 |
125.75 |
125.75 |
unch |
0 |
104 |
+0 |
Total Volume and Open Interest |
1,113 |
13,198 |
-41 |
Rough Rice(CBOT) |
Nov00 |
000926 |
5.85 |
5.94 |
5.85 |
5.93 |
+0.05 |
316 |
2,733 |
-10 |
Jan01 |
000926 |
6.10 |
6.16 |
6.10 |
6.13 |
+0.03 |
169 |
2,576 |
+74 |
Mar01 |
000926 |
6.28 |
6.33 |
6.28 |
6.32 |
+0.04 |
22 |
677 |
+12 |
May01 |
000926 |
6.53 |
6.53 |
6.50 |
6.50 |
+0.04 |
0 |
138 |
+0 |
Total Volume and Open Interest |
507 |
6,264 |
+76 |
Live Cattle(CME) |
Oct00 |
000926 |
68.600 |
68.800 |
68.300 |
68.675 |
+0.150 |
6,877 |
37,636 |
-1,660 |
Dec00 |
000926 |
70.150 |
70.400 |
69.825 |
70.375 |
+0.225 |
4,394 |
45,891 |
-220 |
Feb01 |
000926 |
71.225 |
71.375 |
71.075 |
71.325 |
+0.125 |
1,181 |
20,011 |
+77 |
Apr01 |
000926 |
73.000 |
73.100 |
72.800 |
73.075 |
+0.025 |
484 |
11,352 |
+81 |
Jun01 |
000926 |
70.400 |
70.500 |
70.250 |
70.425 |
+0.050 |
162 |
4,395 |
-27 |
Aug01 |
000926 |
70.450 |
70.525 |
70.400 |
70.450 |
+0.025 |
101 |
2,978 |
+42 |
Total Volume and Open Interest |
13,347 |
123,191 |
-1,639 |
Feeder Cattle(CME) |
Sep00 |
000926 |
85.950 |
86.075 |
85.925 |
86.075 |
+0.175 |
142 |
1,306 |
-83 |
Oct00 |
000926 |
86.200 |
86.550 |
86.075 |
86.425 |
+0.200 |
1,445 |
5,373 |
-561 |
Nov00 |
000926 |
86.850 |
87.150 |
86.725 |
87.000 |
+0.225 |
543 |
4,482 |
+143 |
Jan01 |
000926 |
87.850 |
87.950 |
87.700 |
87.925 |
+0.150 |
270 |
3,714 |
+95 |
Mar01 |
000926 |
87.625 |
87.750 |
87.475 |
87.750 |
+0.125 |
141 |
1,662 |
+33 |
Apr01 |
000926 |
87.500 |
87.675 |
87.500 |
87.675 |
+0.075 |
24 |
573 |
+13 |
May01 |
000926 |
87.500 |
87.775 |
87.400 |
87.775 |
+0.275 |
32 |
933 |
-12 |
Total Volume and Open Interest |
2,618 |
18,208 |
-354 |
Lean Hogs(CME) |
Oct00 |
000926 |
56.550 |
57.150 |
56.250 |
57.100 |
+0.300 |
3,269 |
11,370 |
-684 |
Dec00 |
000926 |
52.575 |
53.075 |
52.300 |
53.000 |
+0.250 |
3,366 |
18,160 |
+208 |
Feb01 |
000926 |
52.900 |
53.250 |
52.675 |
53.075 |
-0.025 |
1,372 |
5,135 |
+432 |
Apr01 |
000926 |
51.250 |
51.600 |
51.100 |
51.325 |
-0.025 |
456 |
2,236 |
+117 |
Jun01 |
000926 |
57.700 |
57.950 |
57.550 |
57.950 |
+0.100 |
117 |
814 |
+8 |
Jul01 |
000926 |
56.450 |
56.500 |
56.350 |
56.450 |
-0.050 |
23 |
232 |
+8 |
Aug01 |
000926 |
54.400 |
54.400 |
54.400 |
54.400 |
-0.350 |
2 |
149 |
+2 |
Oct01 |
000926 |
46.700 |
46.800 |
46.450 |
46.700 |
-0.050 |
107 |
133 |
+99 |
Total Volume and Open Interest |
8,712 |
38,240 |
+190 |
Pork Bellies(CME) |
Feb01 |
000926 |
62.000 |
62.800 |
61.400 |
62.725 |
+0.975 |
350 |
1,889 |
+73 |
Mar01 |
000926 |
62.600 |
62.600 |
61.450 |
62.600 |
+0.850 |
6 |
44 |
+2 |
May01 |
000926 |
62.950 |
64.000 |
62.950 |
64.000 |
+0.750 |
3 |
7 |
+2 |
Jul01 |
000926 |
64.200 |
64.200 |
64.200 |
64.200 |
+1.000 |
1 |
5 |
-1 |
Aug01 |
000926 |
63.000 |
63.700 |
63.000 |
63.700 |
-0.300 |
1 |
3 |
+0 |
Total Volume and Open Interest |
361 |
1,948 |
+76 |
Cocoa(NYBOT) |
Dec00 |
000926 |
785 |
795 |
785 |
792 |
+10 |
5,157 |
48,707 |
-296 |
Mar01 |
000926 |
818 |
828 |
818 |
823 |
+9 |
949 |
20,456 |
+128 |
May01 |
000926 |
842 |
847 |
842 |
846 |
+9 |
202 |
11,367 |
+174 |
Jul01 |
000926 |
867 |
871 |
867 |
870 |
+10 |
106 |
8,220 |
-36 |
Sep01 |
000926 |
890 |
895 |
890 |
895 |
+10 |
36 |
7,861 |
+24 |
Dec01 |
000926 |
927 |
933 |
925 |
928 |
+10 |
150 |
10,606 |
+52 |
Mar02 |
000926 |
962 |
962 |
962 |
962 |
+10 |
7 |
9,615 |
+0 |
Total Volume and Open Interest |
6,607 |
125,536 |
+46 |
Coffee "C"(NYBOT) |
Dec00 |
000926 |
79.50 |
82.20 |
79.50 |
81.75 |
+2.70 |
1,921 |
29,133 |
-102 |
Mar01 |
000926 |
84.50 |
86.70 |
84.30 |
86.35 |
+2.55 |
299 |
6,149 |
+91 |
May01 |
000926 |
88.25 |
89.05 |
88.10 |
89.05 |
+2.45 |
86 |
2,250 |
+54 |
Jul01 |
000926 |
90.35 |
91.90 |
90.20 |
91.90 |
+2.35 |
11 |
939 |
+1 |
Sep01 |
000926 |
92.75 |
94.75 |
92.75 |
94.75 |
+2.30 |
7 |
1,611 |
+5 |
Dec01 |
000926 |
97.90 |
98.90 |
97.90 |
98.90 |
+2.15 |
1 |
374 |
+0 |
Total Volume and Open Interest |
2,325 |
40,456 |
+49 |
Orange Juice(NYBOT) |
Nov00 |
000926 |
69.75 |
70.30 |
69.75 |
70.10 |
+0.35 |
3,143 |
17,359 |
+25 |
Jan01 |
000926 |
72.40 |
72.90 |
72.30 |
72.55 |
+0.35 |
1,095 |
6,478 |
+87 |
Mar01 |
000926 |
75.30 |
75.85 |
75.30 |
75.55 |
+0.55 |
620 |
5,814 |
+306 |
May01 |
000926 |
77.70 |
77.70 |
77.70 |
77.70 |
+0.50 |
42 |
764 |
+5 |
Jul01 |
000926 |
80.00 |
80.00 |
79.80 |
79.80 |
+0.50 |
14 |
349 |
+5 |
Total Volume and Open Interest |
5,914 |
31,160 |
+428 |
Sugar #11(NYBOT) |
Oct00 |
000926 |
9.84 |
9.87 |
9.67 |
9.72 |
-0.02 |
19,785 |
21,637 |
-7,294 |
Mar01 |
000926 |
9.50 |
9.50 |
9.30 |
9.34 |
-0.09 |
15,693 |
84,825 |
+1,694 |
May01 |
000926 |
9.18 |
9.19 |
8.96 |
8.99 |
-0.15 |
1,020 |
12,190 |
+99 |
Jul01 |
000926 |
8.66 |
8.66 |
8.48 |
8.51 |
-0.15 |
893 |
16,895 |
+171 |
Oct01 |
000926 |
8.50 |
8.50 |
8.37 |
8.37 |
-0.16 |
412 |
14,479 |
+50 |
Total Volume and Open Interest |
37,804 |
156,659 |
-5,399 |
London Cocoa(LCE) |
Sep00 |
000914 |
624 |
625 |
622 |
622 |
+7 |
7,710 |
1,964 |
-6,069 |
Dec00 |
000926 |
609 |
614 |
609 |
612 |
-3 |
756 |
56,248 |
-357 |
Mar01 |
000926 |
629 |
635 |
629 |
633 |
-3 |
294 |
45,113 |
-71 |
May01 |
000926 |
648 |
651 |
648 |
650 |
-3 |
117 |
22,808 |
+40 |
Jul01 |
000926 |
663 |
667 |
663 |
665 |
-3 |
20 |
8,367 |
+5 |
Sep01 |
000926 |
677 |
682 |
676 |
679 |
-3 |
29 |
17,103 |
-6 |
Dec01 |
000926 |
707 |
707 |
704 |
706 |
-3 |
0 |
5,387 |
+0 |
Total Volume and Open Interest |
1,216 |
184,190 |
-389 |
London Coffee(LCE) |
Sep00 |
000926 |
780.00 |
784.00 |
775.00 |
784.00 |
+11.00 |
115 |
281 |
-144 |
Nov00 |
000926 |
778.00 |
790.00 |
776.00 |
789.00 |
+13.00 |
1,942 |
31,288 |
-1,583 |
Jan01 |
000926 |
781.00 |
796.00 |
780.00 |
795.00 |
+15.00 |
834 |
12,790 |
+96 |
Mar01 |
000926 |
791.00 |
805.00 |
791.00 |
805.00 |
+13.00 |
74 |
5,524 |
+12 |
May01 |
000926 |
810.00 |
823.00 |
810.00 |
822.00 |
+12.00 |
38 |
2,722 |
+12 |
Jul01 |
000926 |
840.00 |
840.00 |
840.00 |
840.00 |
+11.00 |
0 |
567 |
-9 |
Total Volume and Open Interest |
3,003 |
53,463 |
-1,616 |
London Sugar(LCE) |
Oct00 |
000915 |
263.50 |
264.00 |
252.00 |
262.70 |
-0.90 |
2,117 |
1,120 |
-1,892 |
Dec00 |
000926 |
250.40 |
252.00 |
247.00 |
247.00 |
-3.30 |
1,214 |
15,444 |
+41 |
Mar01 |
000926 |
249.30 |
251.00 |
246.00 |
246.30 |
-3.00 |
645 |
13,534 |
-129 |
May01 |
000926 |
247.90 |
248.30 |
242.60 |
242.80 |
-3.50 |
61 |
2,865 |
+20 |
Aug01 |
000926 |
243.00 |
243.00 |
238.70 |
238.70 |
-3.80 |
95 |
3,784 |
+55 |
Total Volume and Open Interest |
2,025 |
37,924 |
-13 |
Cotton(NYBOT) |
Oct00 |
000926 |
63.60 |
64.00 |
63.30 |
63.55 |
-0.33 |
84 |
1,122 |
-1,706 |
Dec00 |
000926 |
63.80 |
64.20 |
63.30 |
63.73 |
-0.21 |
2,146 |
41,860 |
-340 |
Mar01 |
000926 |
65.50 |
65.90 |
65.05 |
65.50 |
-0.18 |
570 |
11,644 |
-68 |
May01 |
000926 |
65.90 |
66.00 |
65.90 |
66.00 |
-0.25 |
126 |
8,143 |
-10 |
Jul01 |
000926 |
66.65 |
66.65 |
66.50 |
66.55 |
-0.20 |
62 |
3,249 |
-1 |
Oct01 |
000926 |
63.80 |
63.80 |
63.80 |
63.80 |
-0.20 |
0 |
631 |
+0 |
Total Volume and Open Interest |
8,019 |
70,624 |
-2,138 |
Lumber(CME) |
Nov00 |
000926 |
226.5 |
226.8 |
221.6 |
222.7 |
-3.4 |
438 |
2,410 |
+32 |
Jan01 |
000926 |
241.0 |
241.4 |
238.0 |
238.3 |
-2.2 |
118 |
774 |
+15 |
Mar01 |
000926 |
253.9 |
254.6 |
251.0 |
251.4 |
-1.3 |
13 |
442 |
+4 |
May01 |
000926 |
257.0 |
259.0 |
255.0 |
256.9 |
-0.1 |
19 |
101 |
+2 |
Total Volume and Open Interest |
588 |
3,807 |
+23 |
Crude Oil(NYM) |
Nov00 |
000926 |
32.00 |
32.05 |
31.40 |
31.50 |
-0.07 |
104,683 |
130,509 |
-11,492 |
Dec00 |
000926 |
31.80 |
31.88 |
31.25 |
31.37 |
-0.06 |
54,547 |
75,691 |
+2,312 |
Jan01 |
000926 |
31.50 |
31.60 |
31.15 |
31.16 |
-0.05 |
17,287 |
32,657 |
-639 |
Feb01 |
000926 |
31.30 |
31.30 |
30.85 |
30.89 |
-0.04 |
5,957 |
16,191 |
+208 |
Mar01 |
000926 |
30.90 |
30.90 |
30.56 |
30.57 |
-0.04 |
3,494 |
17,697 |
+673 |
Apr01 |
000926 |
30.40 |
30.49 |
30.24 |
30.24 |
-0.04 |
1,449 |
10,337 |
+101 |
May01 |
000926 |
30.00 |
30.15 |
29.91 |
29.91 |
-0.04 |
774 |
10,008 |
-329 |
Jun01 |
000926 |
29.80 |
29.80 |
29.57 |
29.57 |
-0.04 |
2,382 |
27,471 |
+377 |
Jul01 |
000926 |
29.35 |
29.52 |
29.22 |
29.22 |
-0.04 |
882 |
8,036 |
+14 |
Aug01 |
000926 |
28.90 |
29.16 |
28.87 |
28.87 |
-0.04 |
527 |
6,420 |
+69 |
Total Volume and Open Interest |
204,860 |
446,583 |
-3,881 |
Heating Oil(NYM) |
Oct00 |
000926 |
95.10 |
95.10 |
92.15 |
92.99 |
-1.08 |
18,532 |
22,987 |
-3,280 |
Nov00 |
000926 |
95.15 |
95.15 |
92.50 |
93.31 |
-0.83 |
15,634 |
43,057 |
+2,654 |
Dec00 |
000926 |
94.70 |
94.80 |
92.50 |
93.06 |
-0.83 |
7,389 |
31,780 |
-35 |
Jan01 |
000926 |
94.10 |
94.20 |
92.20 |
92.51 |
-0.83 |
5,497 |
26,608 |
+1,093 |
Feb01 |
000926 |
91.90 |
91.90 |
90.10 |
90.41 |
-0.73 |
2,382 |
19,308 |
+71 |
Mar01 |
000926 |
87.65 |
87.65 |
86.30 |
86.31 |
-0.53 |
2,584 |
13,498 |
+141 |
Apr01 |
000926 |
84.00 |
84.00 |
82.86 |
82.86 |
-0.33 |
381 |
7,106 |
+29 |
May01 |
000926 |
80.29 |
80.50 |
80.16 |
80.16 |
-0.13 |
208 |
3,948 |
+58 |
Jun01 |
000926 |
78.55 |
78.55 |
78.25 |
78.41 |
+0.02 |
110 |
5,324 |
+13 |
Jul01 |
000926 |
77.50 |
77.65 |
77.50 |
77.56 |
+0.02 |
167 |
1,277 |
+122 |
Total Volume and Open Interest |
53,234 |
180,472 |
+1,080 |
Unleaded Gas(NYM) |
Oct00 |
000926 |
93.80 |
93.80 |
91.15 |
93.00 |
+0.30 |
16,118 |
20,919 |
-1,835 |
Nov00 |
000926 |
90.50 |
90.70 |
88.80 |
89.79 |
+0.11 |
9,696 |
26,896 |
+492 |
Dec00 |
000926 |
88.05 |
88.10 |
86.85 |
87.49 |
-0.04 |
1,960 |
9,489 |
+197 |
Jan01 |
000926 |
85.90 |
86.05 |
85.70 |
85.79 |
-0.16 |
685 |
3,179 |
+138 |
Feb01 |
000926 |
85.30 |
86.10 |
85.25 |
85.25 |
-0.15 |
277 |
4,671 |
+183 |
Mar01 |
000926 |
85.40 |
85.60 |
85.40 |
85.40 |
-0.20 |
158 |
3,577 |
-51 |
Apr01 |
000926 |
90.50 |
90.50 |
90.30 |
90.30 |
-0.20 |
550 |
4,668 |
-80 |
May01 |
000926 |
89.45 |
89.45 |
89.45 |
89.45 |
-0.05 |
647 |
2,979 |
-12 |
Total Volume and Open Interest |
31,689 |
82,386 |
-254 |
Natural Gas(NYM) |
Oct00 |
000926 |
5.340 |
5.445 |
5.280 |
5.324 |
+0.048 |
44,157 |
43,339 |
-2,797 |
Nov00 |
000926 |
5.480 |
5.565 |
5.410 |
5.450 |
+0.038 |
17,686 |
47,916 |
+4,963 |
Dec00 |
000926 |
5.600 |
5.675 |
5.560 |
5.565 |
+0.040 |
5,977 |
39,248 |
+337 |
Jan01 |
000926 |
5.570 |
5.630 |
5.515 |
5.525 |
+0.040 |
4,109 |
30,928 |
+678 |
Feb01 |
000926 |
5.300 |
5.370 |
5.250 |
5.260 |
+0.035 |
1,571 |
19,985 |
+378 |
Mar01 |
000926 |
5.035 |
5.100 |
4.990 |
4.990 |
+0.030 |
1,346 |
23,718 |
+225 |
Apr01 |
000926 |
4.770 |
4.820 |
4.720 |
4.720 |
+0.023 |
968 |
15,872 |
+98 |
May01 |
000926 |
4.690 |
4.730 |
4.630 |
4.630 |
+0.020 |
303 |
15,215 |
+100 |
Total Volume and Open Interest |
79,982 |
391,308 |
+4,804 |
Brent Crude Oil(IPE) |
Nov00 |
000926 |
30.40 |
30.75 |
30.28 |
30.42 |
+0.18 |
47,449 |
70,162 |
-9,100 |
Dec00 |
000926 |
30.55 |
30.88 |
30.45 |
30.67 |
+0.32 |
27,710 |
69,135 |
-2,054 |
Jan01 |
000926 |
30.48 |
30.65 |
30.25 |
30.47 |
+0.29 |
7,939 |
32,738 |
+474 |
Feb01 |
000926 |
30.11 |
30.23 |
29.90 |
30.07 |
+0.26 |
3,341 |
14,384 |
+324 |
Mar01 |
000926 |
29.70 |
29.83 |
29.55 |
29.64 |
+0.22 |
2,200 |
9,865 |
+305 |
Apr01 |
000926 |
29.20 |
29.35 |
29.20 |
29.22 |
+0.20 |
805 |
8,716 |
+590 |
May01 |
000926 |
28.94 |
28.96 |
28.73 |
28.80 |
+0.18 |
100 |
4,060 |
+100 |
Jun01 |
000926 |
28.53 |
28.63 |
28.38 |
28.38 |
+0.16 |
308 |
12,417 |
-220 |
Total Volume and Open Interest |
91,906 |
258,748 |
-10,431 |
Gas Oil(IPE) |
Oct00 |
000926 |
300.50 |
303.50 |
288.25 |
289.75 |
-10.50 |
13,453 |
35,443 |
-1,108 |
Nov00 |
000926 |
295.00 |
296.50 |
284.50 |
285.75 |
-7.50 |
9,939 |
29,007 |
+118 |
Dec00 |
000926 |
290.00 |
290.50 |
280.50 |
282.00 |
-6.00 |
4,661 |
22,961 |
-66 |
Jan01 |
000926 |
284.75 |
285.25 |
277.00 |
277.00 |
-6.00 |
1,442 |
11,338 |
-52 |
Feb01 |
000926 |
276.75 |
278.50 |
270.50 |
270.50 |
-5.00 |
408 |
5,633 |
-31 |
Mar01 |
000926 |
268.00 |
268.25 |
263.00 |
263.00 |
-3.50 |
1,166 |
5,320 |
-467 |
Apr01 |
000926 |
259.50 |
259.50 |
255.50 |
256.00 |
-1.25 |
25 |
2,959 |
-25 |
May01 |
000926 |
250.00 |
250.00 |
250.00 |
250.00 |
+1.00 |
0 |
547 |
+0 |
Total Volume and Open Interest |
31,204 |
124,036 |
-1,671 |
US Dollar Index(NYBOT) |
Dec00 |
000926 |
113.59 |
113.69 |
112.88 |
113.01 |
-0.83 |
900 |
4,171 |
-488 |
Mar01 |
000926 |
112.98 |
112.98 |
112.80 |
112.80 |
-0.79 |
2,142 |
6,672 |
+0 |
Jun01 |
000926 |
112.59 |
112.59 |
112.59 |
112.59 |
-0.75 |
2,142 |
6,672 |
+0 |
Total Volume and Open Interest |
902 |
6,184 |
-488 |
Australian Dollar(IMM) |
Dec00 |
000926 |
54.90 |
55.18 |
54.90 |
55.01 |
+0.04 |
1,794 |
23,410 |
+11 |
Mar01 |
000926 |
55.10 |
55.15 |
55.00 |
55.03 |
+0.04 |
11 |
337 |
+0 |
Jun01 |
000926 |
55.05 |
55.05 |
55.05 |
55.05 |
+0.04 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,805 |
23,753 |
+11 |
British Pound(IMM) |
Dec00 |
000926 |
145.40 |
146.50 |
145.36 |
146.44 |
+1.20 |
3,657 |
33,182 |
-1,025 |
Mar01 |
000926 |
146.10 |
146.70 |
146.10 |
146.64 |
+1.20 |
14 |
50 |
+0 |
Jun01 |
000926 |
146.84 |
146.90 |
146.84 |
146.84 |
+1.20 |
0 |
2 |
+0 |
Total Volume and Open Interest |
3,671 |
33,234 |
-1,025 |
Canadian Dollar(IMM) |
Dec00 |
000926 |
67.39 |
67.47 |
67.26 |
67.35 |
-0.02 |
7,330 |
57,458 |
+1,484 |
Mar01 |
000926 |
67.57 |
67.57 |
67.47 |
67.51 |
-0.02 |
9 |
1,226 |
+5 |
Jun01 |
000926 |
67.64 |
67.70 |
67.64 |
67.67 |
-0.02 |
23 |
241 |
+0 |
Sep01 |
000926 |
67.80 |
67.86 |
67.80 |
67.83 |
-0.02 |
0 |
31 |
+0 |
Total Volume and Open Interest |
7,362 |
58,966 |
+1,489 |
Japanese Yen(IMM) |
Dec00 |
000926 |
94.55 |
94.64 |
94.13 |
94.26 |
+0.10 |
7,675 |
44,009 |
-601 |
Mar01 |
000926 |
95.94 |
96.03 |
95.65 |
95.70 |
+0.10 |
4 |
197 |
-2 |
Jun01 |
000926 |
97.14 |
97.14 |
97.14 |
97.14 |
+0.10 |
0 |
7 |
+0 |
Total Volume and Open Interest |
7,679 |
44,315 |
-603 |
Swiss Franc(IMM) |
Dec00 |
000926 |
58.07 |
58.41 |
58.06 |
58.38 |
+0.45 |
5,788 |
43,479 |
-1,497 |
Mar01 |
000926 |
58.60 |
58.81 |
58.60 |
58.81 |
+0.45 |
10 |
44 |
-1 |
Jun01 |
000926 |
59.23 |
59.23 |
59.23 |
59.23 |
+0.45 |
0 |
2 |
+0 |
Total Volume and Open Interest |
5,798 |
43,525 |
-1,498 |
EuroFX(IMM) |
Dec00 |
000926 |
87.93 |
88.68 |
87.92 |
88.57 |
+0.94 |
10,546 |
67,796 |
-1,899 |
Mar01 |
000926 |
88.50 |
88.93 |
88.50 |
88.93 |
+0.94 |
77 |
791 |
+8 |
Total Volume and Open Interest |
10,623 |
68,587 |
-1,891 |
Mexican Peso(IMM) |
Sep00 |
000918 |
10630.0 |
10630.0 |
10600.0 |
10600.0 |
-30.0 |
321 |
5,537 |
-299 |
Dec00 |
000926 |
10335.0 |
10400.0 |
10330.0 |
10358.0 |
-2.0 |
3,240 |
6,948 |
+76 |
Total Volume and Open Interest |
3,260 |
10,746 |
+25 |
30-Year T-Bonds(CBOT) |
Dec00 |
000926 |
98~11 |
98~27 |
98~06 |
98~26 |
+0~14 |
159,323 |
363,013 |
-8,630 |
Mar01 |
000926 |
98~07 |
98~25 |
98~06 |
98~24 |
+0~12 |
125 |
1,743 |
+63 |
Jun01 |
000926 |
98~22 |
98~22 |
98~22 |
98~22 |
+0~15 |
0 |
82 |
+0 |
Total Volume and Open Interest |
159,448 |
369,428 |
-9,238 |
Municipal Bonds(CBOT) |
Dec00 |
000926 |
98~02 |
98~12 |
97~30 |
98~05 |
+0~02 |
1,249 |
19,717 |
+69 |
Total Volume and Open Interest |
1,249 |
19,717 |
+69 |
10-Year T-Notes(CBOT) |
Dec00 |
000926 |
99~285 |
100~070 |
99~250 |
100~070 |
+0~090 |
110,143 |
521,892 |
+1,427 |
Mar01 |
000926 |
99~285 |
100~065 |
99~270 |
100~065 |
+0~080 |
913 |
3,481 |
+458 |
Total Volume and Open Interest |
111,057 |
536,429 |
+1,886 |
5-Year T-Notes(CBOT) |
Dec00 |
000926 |
100~085 |
100~160 |
100~070 |
100~150 |
+0~055 |
44,329 |
370,424 |
+3,342 |
Mar01 |
000926 |
100~150 |
100~150 |
100~150 |
100~150 |
+0~055 |
0 |
7 |
+0 |
Total Volume and Open Interest |
44,329 |
370,431 |
+3,342 |
2 Year T-Notes(CBOT) |
Dec00 |
000926 |
99~117 |
100~004 |
99~117 |
100~003 |
+0~009 |
2,592 |
52,263 |
+410 |
Total Volume and Open Interest |
2,692 |
52,465 |
+357 |
3-Mth T-Bills(IMM) |
Dec00 |
000926 |
93.93 |
93.93 |
93.93 |
93.93 |
unch |
2 |
1,098 |
+1 |
Total Volume and Open Interest |
2 |
1,101 |
+1 |
Eurodollars(IMM) |
Dec00 |
000926 |
93.265 |
93.270 |
93.255 |
93.265 |
unch |
38,523 |
596,940 |
-4,923 |
Mar01 |
000926 |
93.415 |
93.445 |
93.405 |
93.435 |
+0.015 |
61,314 |
542,493 |
-5,685 |
Jun01 |
000926 |
93.420 |
93.465 |
93.415 |
93.460 |
+0.030 |
53,092 |
314,515 |
-6,399 |
Sep01 |
000926 |
93.425 |
93.480 |
93.415 |
93.470 |
+0.040 |
44,134 |
284,362 |
-2,016 |
Dec01 |
000926 |
93.340 |
93.380 |
93.320 |
93.380 |
+0.040 |
14,384 |
194,110 |
-1,056 |
Mar02 |
000926 |
93.380 |
93.430 |
93.370 |
93.430 |
+0.045 |
12,811 |
158,674 |
-1,919 |
Jun02 |
000926 |
93.335 |
93.390 |
93.335 |
93.390 |
+0.040 |
7,374 |
122,334 |
+1,248 |
Sep02 |
000926 |
93.320 |
93.365 |
93.315 |
93.360 |
+0.030 |
9,938 |
98,959 |
+330 |
Dec02 |
000926 |
93.245 |
93.285 |
93.240 |
93.280 |
+0.025 |
4,673 |
80,870 |
+264 |
Mar03 |
000926 |
93.290 |
93.325 |
93.290 |
93.325 |
+0.025 |
3,139 |
75,285 |
-193 |
Jun03 |
000926 |
93.260 |
93.300 |
93.260 |
93.295 |
+0.025 |
3,003 |
51,549 |
-629 |
Sep03 |
000926 |
93.230 |
93.265 |
93.230 |
93.265 |
+0.025 |
2,791 |
55,909 |
-448 |
Total Volume and Open Interest |
275,755 |
2,961,769 |
-16,519 |
3-Mth Euro-Yen(IMM) |
Sep00 |
000915 |
99.61 |
99.62 |
99.61 |
99.62 |
+0.01 |
2,896 |
14,137 |
+1,269 |
Dec00 |
000926 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.03 |
853 |
13,138 |
+31 |
Mar01 |
000926 |
99.49 |
99.49 |
99.48 |
99.48 |
-0.02 |
1,081 |
15,692 |
+1,315 |
Jun01 |
000926 |
99.43 |
99.44 |
99.43 |
99.44 |
-0.01 |
1,201 |
7,521 |
+536 |
Sep01 |
000926 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.03 |
18 |
8,970 |
+55 |
Dec01 |
000926 |
99.24 |
99.25 |
99.24 |
99.25 |
-0.02 |
3 |
5,388 |
+3 |
Mar02 |
000926 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.03 |
718 |
3,419 |
+608 |
Jun02 |
000926 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.03 |
218 |
786 |
-46 |
Sep02 |
000926 |
98.93 |
98.93 |
98.93 |
98.93 |
-0.01 |
0 |
36 |
+0 |
Dec02 |
000926 |
98.75 |
98.75 |
98.75 |
98.75 |
-0.02 |
0 |
30 |
+0 |
Total Volume and Open Interest |
4,092 |
54,980 |
+2,502 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
000926 |
99.43 |
99.47 |
99.43 |
99.46 |
+0.03 |
17,654 |
109,200 |
+2,679 |
Mar01 |
000926 |
99.50 |
99.50 |
99.48 |
99.48 |
-0.02 |
19,432 |
116,975 |
-1,136 |
Jun01 |
000926 |
99.45 |
99.45 |
99.43 |
99.43 |
-0.02 |
16,952 |
97,547 |
+2,357 |
Sep01 |
000926 |
99.39 |
99.39 |
99.35 |
99.35 |
-0.03 |
8,787 |
65,022 |
+193 |
Dec01 |
000926 |
99.26 |
99.26 |
99.23 |
99.24 |
-0.02 |
3,508 |
30,545 |
+1,298 |
Mar02 |
000926 |
99.20 |
99.21 |
99.17 |
99.18 |
-0.03 |
271 |
15,535 |
+67 |
Jun02 |
000926 |
99.11 |
99.11 |
99.07 |
99.07 |
-0.04 |
172 |
5,605 |
+172 |
Sep02 |
000926 |
98.93 |
98.93 |
98.93 |
98.93 |
-0.03 |
3,010 |
3,888 |
+10 |
Total Volume and Open Interest |
76,906 |
453,205 |
+12,600 |
German Euro-Bund(EUREX) |
Dec00 |
000926 |
104.91 |
105.19 |
104.85 |
105.10 |
+0.18 |
431,703 |
675,699 |
+37,983 |
Mar01 |
000926 |
105.18 |
105.29 |
105.10 |
105.23 |
+0.22 |
415 |
6,840 |
+376 |
Jun01 |
000926 |
104.97 |
104.97 |
104.97 |
104.97 |
+0.18 |
0 |
1,400 |
+943 |
Total Volume and Open Interest |
432,118 |
683,939 |
+39,302 |
German Euro-Bobl(EUREX) |
Dec00 |
000926 |
103.16 |
103.38 |
103.07 |
103.33 |
+0.16 |
231,471 |
384,313 |
+37,692 |
Mar01 |
000926 |
103.13 |
103.13 |
103.13 |
103.13 |
+0.16 |
0 |
1,830 |
-128 |
Jun01 |
000926 |
102.88 |
102.88 |
102.88 |
102.88 |
+0.16 |
|
|
|
Total Volume and Open Interest |
231,471 |
386,143 |
+37,564 |
Long Gilt(LIFFE) |
Sep00 |
000926 |
112~14 |
112~19 |
112~13 |
112~19 |
+0~06 |
2,725 |
1,234 |
-897 |
Dec00 |
000926 |
112~03 |
112~08 |
111~31 |
112~07 |
+0~06 |
20,551 |
74,320 |
+2,287 |
Total Volume and Open Interest |
24,617 |
75,554 |
+1,390 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
000926 |
93.73 |
93.76 |
93.73 |
93.75 |
+0.01 |
22,070 |
197,826 |
-4,617 |
Mar01 |
000926 |
93.73 |
93.75 |
93.72 |
93.75 |
+0.02 |
22,415 |
192,925 |
-5,039 |
Jun01 |
000926 |
93.70 |
93.73 |
93.70 |
93.73 |
+0.03 |
7,374 |
92,057 |
-667 |
Total Volume and Open Interest |
73,135 |
769,296 |
-9,805 |
3-Mth Euribor(LIFFE) |
Dec00 |
000926 |
94.845 |
94.855 |
94.805 |
94.840 |
-0.005 |
82,957 |
318,307 |
+4,906 |
Mar01 |
000926 |
94.850 |
94.875 |
94.815 |
94.860 |
+0.010 |
85,423 |
253,042 |
-325 |
Jun01 |
000926 |
94.805 |
94.845 |
94.780 |
94.840 |
+0.030 |
43,939 |
153,650 |
-3,705 |
Total Volume and Open Interest |
277,118 |
1,172,139 |
+8,815 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
000926 |
93.38 |
93.38 |
93.36 |
93.38 |
+0.01 |
9,892 |
189,561 |
-32,007 |
Mar01 |
000926 |
93.38 |
93.39 |
93.37 |
93.39 |
+0.01 |
4,278 |
77,029 |
-7,744 |
Jun01 |
000926 |
93.41 |
93.42 |
93.40 |
93.41 |
unch |
1,237 |
35,411 |
-2,122 |
Sep01 |
000926 |
93.43 |
93.44 |
93.43 |
93.44 |
+0.01 |
666 |
16,648 |
-329 |
Dec01 |
000926 |
93.42 |
93.42 |
93.42 |
93.42 |
unch |
40 |
9,167 |
-21 |
Mar02 |
000926 |
93.42 |
93.42 |
93.42 |
93.42 |
+0.01 |
15 |
6,763 |
-166 |
Jun02 |
000926 |
93.41 |
93.41 |
93.41 |
93.41 |
+0.01 |
20 |
4,692 |
-95 |
Sep02 |
000926 |
93.39 |
93.39 |
93.39 |
93.39 |
-0.01 |
167 |
3,122 |
-202 |
Dec02 |
000926 |
93.36 |
93.36 |
93.36 |
93.36 |
-0.02 |
15 |
1,754 |
-5 |
Mar03 |
000926 |
93.34 |
93.34 |
93.34 |
93.34 |
-0.01 |
100 |
1,288 |
+95 |
Total Volume and Open Interest |
16,430 |
348,696 |
-42,596 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
000926 |
93.78 |
93.79 |
93.76 |
93.79 |
+0.01 |
5,722 |
137,779 |
+959 |
Mar01 |
000926 |
93.79 |
93.79 |
93.79 |
93.79 |
+0.01 |
|
|
|
Total Volume and Open Interest |
5,722 |
137,779 |
+959 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
000926 |
93.79 |
93.80 |
93.77 |
93.78 |
unch |
14,429 |
259,299 |
+1,867 |
Mar01 |
000926 |
93.75 |
93.75 |
93.75 |
93.75 |
unch |
|
|
|
Total Volume and Open Interest |
14,429 |
259,299 |
+1,867 |
Gold(CMX) |
Oct00 |
000926 |
274.8 |
275.5 |
273.9 |
274.2 |
-0.2 |
876 |
4,930 |
-36 |
Dec00 |
000926 |
277.2 |
278.7 |
276.8 |
277.3 |
unch |
13,097 |
86,319 |
-2,795 |
Feb01 |
000926 |
280.1 |
281.2 |
279.9 |
280.0 |
+0.1 |
356 |
14,648 |
-10 |
Apr01 |
000926 |
282.5 |
282.5 |
282.5 |
282.5 |
+0.1 |
1 |
3,814 |
+1 |
Jun01 |
000926 |
285.2 |
285.2 |
285.0 |
285.0 |
+0.2 |
244 |
8,467 |
+33 |
Aug01 |
000926 |
287.5 |
287.5 |
287.5 |
287.5 |
+0.3 |
0 |
2,338 |
+0 |
Total Volume and Open Interest |
14,575 |
135,380 |
-2,807 |
Silver(CMX) |
Sep00 |
000926 |
493.0 |
493.1 |
493.0 |
493.1 |
+1.6 |
29 |
119 |
-68 |
Dec00 |
000926 |
497.5 |
500.0 |
497.0 |
498.3 |
+0.5 |
4,001 |
60,009 |
-531 |
Mar01 |
000926 |
505.0 |
505.0 |
504.0 |
504.0 |
+0.5 |
200 |
2,716 |
-94 |
May01 |
000926 |
507.3 |
507.3 |
507.3 |
507.3 |
+0.5 |
5 |
1,195 |
+4 |
Jul01 |
000926 |
510.0 |
510.5 |
510.0 |
510.5 |
+0.5 |
1 |
1,715 |
-32 |
Total Volume and Open Interest |
4,257 |
73,479 |
-732 |
Platinum(NYM) |
Oct00 |
000926 |
578.0 |
579.0 |
567.5 |
568.0 |
-12.6 |
1,078 |
2,607 |
-134 |
Jan01 |
000926 |
571.5 |
571.5 |
557.5 |
559.0 |
-13.6 |
892 |
6,943 |
+307 |
Apr01 |
000926 |
554.0 |
554.0 |
554.0 |
554.0 |
|
|
|
|
Palladium(NYME) |
Sep00 |
000926 |
738.00 |
761.30 |
710.00 |
761.30 |
unch |
0 |
40 |
+0 |
Dec00 |
000926 |
714.00 |
718.00 |
714.00 |
718.00 |
+1.75 |
115 |
1,238 |
-18 |
Mar01 |
000926 |
718.00 |
718.00 |
718.00 |
718.00 |
+1.75 |
0 |
556 |
+0 |
Total Volume and Open Interest |
115 |
1,834 |
-18 |
Copper(CMX) |
Sep00 |
000926 |
92.40 |
92.55 |
91.15 |
91.65 |
-1.05 |
561 |
1,402 |
-391 |
Dec00 |
000926 |
93.20 |
93.30 |
91.80 |
92.35 |
-1.15 |
3,993 |
55,949 |
+638 |
Mar01 |
000926 |
93.25 |
93.30 |
91.80 |
92.40 |
-1.10 |
71 |
6,368 |
-11 |
May01 |
000926 |
93.00 |
93.00 |
91.70 |
92.05 |
-0.90 |
34 |
1,652 |
+19 |
Jul01 |
000926 |
92.70 |
92.70 |
91.50 |
91.50 |
-0.85 |
9 |
1,376 |
+9 |
Total Volume and Open Interest |
5,240 |
85,313 |
+396 |
DJIA Index(CBOT) |
Sep00 |
000914 |
11215 |
11234 |
11075 |
11100 |
-95 |
2,846 |
7,742 |
-731 |
Dec00 |
000926 |
10895 |
10910 |
10730 |
10735 |
-201 |
8,778 |
10,936 |
-551 |
Mar01 |
000926 |
11012 |
11035 |
10875 |
10878 |
-203 |
3 |
29 |
+0 |
Jun01 |
000926 |
11031 |
11031 |
11031 |
11031 |
-204 |
|
|
|
Total Volume and Open Interest |
8,781 |
10,971 |
-551 |
S & P 500(CME) |
Dec00 |
000926 |
1461.00 |
1467.00 |
1442.50 |
1443.00 |
-18.00 |
60,647 |
382,195 |
-2,801 |
Mar01 |
000926 |
1470.00 |
1487.90 |
1464.00 |
1464.50 |
-18.40 |
68 |
2,341 |
+3 |
Jun01 |
000926 |
1498.90 |
1509.90 |
1485.90 |
1485.90 |
-19.00 |
13 |
1,383 |
+1 |
Sep01 |
000926 |
1522.00 |
1531.90 |
1507.90 |
1507.90 |
-19.00 |
8 |
256 |
+4 |
Total Volume and Open Interest |
60,736 |
386,190 |
-2,793 |
S & P 500 E-Mini(Globex) |
Dec00 |
000926 |
1461.00 |
1467.00 |
1442.50 |
1443.00 |
-18.00 |
85,491 |
29,527 |
-1,355 |
Mar01 |
000926 |
1464.50 |
1464.50 |
1464.50 |
1464.50 |
-18.50 |
2 |
6 |
+1 |
Total Volume and Open Interest |
85,493 |
29,533 |
-1,354 |
NASDAQ 100(CME) |
Dec00 |
000926 |
3690.00 |
3755.00 |
3615.00 |
3617.50 |
-57.50 |
16,375 |
28,768 |
-1,562 |
Mar01 |
000926 |
3677.50 |
3677.50 |
3677.50 |
3677.50 |
-57.50 |
0 |
39 |
+0 |
Jun01 |
000926 |
3725.50 |
3725.50 |
3725.50 |
3725.50 |
-57.50 |
|
|
|
Total Volume and Open Interest |
16,375 |
28,807 |
-1,562 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
000926 |
3679.5 |
3754.0 |
3611.5 |
3617.5 |
-57.5 |
51,490 |
18,555 |
-1,816 |
Mar01 |
000926 |
3677.5 |
3677.5 |
3677.5 |
3677.5 |
-57.5 |
|
|
|
Total Volume and Open Interest |
51,490 |
18,555 |
-1,816 |
NYSE Composite(NYBOT) |
Dec00 |
000926 |
668.00 |
669.00 |
662.00 |
662.00 |
-6.40 |
|
|
|
Mar01 |
000926 |
674.25 |
674.25 |
671.25 |
671.25 |
-6.40 |
|
|
|
Jun01 |
000926 |
680.50 |
680.50 |
680.50 |
680.50 |
-6.40 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
000926 |
537.50 |
541.00 |
533.00 |
533.25 |
-3.30 |
1,616 |
13,989 |
+331 |
Mar01 |
000926 |
539.25 |
539.25 |
539.25 |
539.25 |
-3.30 |
0 |
1 |
+0 |
Jun01 |
000926 |
548.75 |
548.75 |
548.75 |
548.75 |
-3.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,616 |
13,991 |
+331 |
Russell 2000(CME) |
Dec00 |
000926 |
523.00 |
524.00 |
513.50 |
514.90 |
-6.35 |
2,629 |
11,904 |
-35 |
Mar01 |
000926 |
522.40 |
522.40 |
522.40 |
522.40 |
-6.35 |
|
|
|
Jun01 |
000926 |
529.95 |
529.95 |
529.95 |
529.95 |
-6.35 |
|
|
|
Total Volume and Open Interest |
2,629 |
11,904 |
-35 |
Value Line(KCBT) |
Dec00 |
000926 |
1138.50 |
1140.00 |
1124.50 |
1131.00 |
-7.00 |
31 |
116 |
+13 |
Total Volume and Open Interest |
32 |
117 |
+14 |
Nikkei 225(CME) |
Dec00 |
000926 |
16030 |
16030 |
15865 |
15880 |
-150 |
1,101 |
12,412 |
-46 |
Mar01 |
000926 |
15910 |
15910 |
15910 |
15910 |
-150 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,101 |
12,420 |
-46 |
Nikkei 225(SIMEX) |
Dec00 |
000926 |
15940 |
16055 |
15910 |
15920 |
-75 |
12,671 |
0 |
-87,053 |
Mar01 |
000926 |
15935 |
15935 |
15935 |
15935 |
-75 |
|
|
|
Jun01 |
000926 |
15925 |
15925 |
15925 |
15925 |
-75 |
|
|
|
Total Volume and Open Interest |
155,735 |
375,929 |
+284,671 |
CAC 40(MATIF) |
Sep00 |
000926 |
6305.0 |
6357.0 |
6265.0 |
6265.0 |
-45.0 |
81,724 |
0 |
+0 |
Oct00 |
000926 |
6326.5 |
6378.0 |
6301.5 |
6316.0 |
-30.5 |
14,474 |
0 |
+0 |
Nov00 |
000926 |
6343.0 |
6394.5 |
6329.5 |
6355.0 |
-44.5 |
395 |
0 |
+0 |
Total Volume and Open Interest |
122,213 |
|
|
DAX Index(EUREX) |
Dec00 |
000926 |
6824.5 |
6915.0 |
6801.0 |
6824.5 |
-20.5 |
34,992 |
146,378 |
+3,857 |
Mar01 |
000926 |
6910.0 |
6989.0 |
6910.0 |
6913.0 |
-21.0 |
1,328 |
728 |
+68 |
Jun01 |
000926 |
7021.0 |
7071.0 |
6996.0 |
6996.0 |
-26.0 |
938 |
1 |
-3 |
Total Volume and Open Interest |
37,258 |
147,107 |
+3,922 |
FT-SE 100(LIFFE) |
Dec00 |
000926 |
6296.00 |
6333.50 |
6254.00 |
6274.50 |
-6.00 |
43,796 |
244,007 |
-579 |
Mar01 |
000926 |
6352.50 |
6352.50 |
6330.50 |
6330.50 |
-8.00 |
0 |
6,225 |
+0 |
Jun01 |
000926 |
6398.50 |
6398.50 |
6398.50 |
6398.50 |
-8.50 |
0 |
1,103 |
+0 |
Total Volume and Open Interest |
43,778 |
251,335 |
-579 |
SPI 200(SFE) |
Sep00 |
000926 |
3212.0 |
3244.0 |
3208.0 |
3235.0 |
+9.0 |
16,631 |
178,654 |
+274 |
Dec00 |
000926 |
3245.0 |
3277.0 |
3242.0 |
3268.0 |
+10.0 |
12,284 |
64,618 |
+10,049 |
Mar01 |
000926 |
3288.0 |
3288.0 |
3288.0 |
3288.0 |
+10.0 |
16 |
1,283 |
-24 |
Total Volume and Open Interest |
28,931 |
244,729 |
+10,299 |
GSCI(CME) |
Oct00 |
000926 |
242.70 |
243.30 |
240.60 |
240.80 |
+0.15 |
1,579 |
33,733 |
+85 |
Nov00 |
000926 |
240.60 |
242.00 |
240.60 |
240.60 |
-0.10 |
0 |
1 |
+0 |
Dec00 |
000926 |
240.90 |
241.70 |
240.90 |
240.90 |
-0.10 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,579 |
33,737 |
+85 |
Bridge CRB Index(NYBOT) |
Nov00 |
000926 |
225.80 |
226.25 |
225.50 |
225.75 |
+0.25 |
49 |
523 |
+2 |
Jan01 |
000926 |
226.20 |
226.20 |
225.75 |
225.75 |
+0.50 |
7 |
662 |
-2 |
Feb01 |
000926 |
224.25 |
224.25 |
224.25 |
224.25 |
+0.75 |
0 |
351 |
+0 |
Total Volume and Open Interest |
56 |
1,539 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|